Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.554 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47481.5 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46083.48 Kr¶

PnL: ---------------------------------------> -805.09 Kr¶

DD now: ---------------------------------> -2.361 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 10:35:47.365375'

Anic Portfolio¶

Today¶

Return: -0.096 %¶

This Week¶

Return: -0.096 %¶

Total¶

Return: 55.442 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -1.270000 3100.000000 173.000000 5.910000 2927.000000
HEBA B 70 -2.620000 2737.000000 101.000000 3.830000 2636.000010
HMS Networks 2 -1.490000 768.400000 95.400000 14.180000 673.000000
Nordea Bank Abp 29 0.210000 3522.340000 68.340000 1.980000 3453.999992
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -4.480000 390.100000 35.100000 9.890000 355.000000
SAAB B 8 -0.300000 3409.600000 32.600000 0.970000 3377.000000
AcadeMedia 12 0.870000 584.400000 27.400000 4.920000 557.000004
Resurs Holding 22 -1.480000 601.040000 27.040000 4.710000 573.999998
Swedbank A 3 -0.250000 587.850000 23.850000 4.230000 564.000000
OEM International B 7 -0.510000 544.600000 16.600000 3.140000 527.999997
Eastnine 4 0.160000 506.400000 15.400000 3.140000 491.000000
Intrum 4 -1.130000 541.800000 14.800000 2.810000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Securitas B 6 -1.670000 578.160000 8.160000 1.430000 570.000000
Corem Property Group B 59 -4.760000 584.400000 7.400000 1.280000 576.999999
Karnov Group 9 -0.830000 540.900000 4.900000 0.910000 536.000004
Norva24 Group 16 -2.510000 545.920000 2.920000 0.540000 543.000000
Samhällsbyggnadsbo. i Norden D 12 -3.450000 248.160000 2.160000 0.880000 246.000000
Creaspac SPAC 6 -0.720000 577.200000 0.200000 0.030000 577.000002
Coor Service Management Hold. 8 -2.000000 530.000000 -2.000000 -0.380000 532.000000
Handelsbanken A 5 0.230000 541.500000 -4.500000 -0.820000 546.000000
Boozt 12 -1.870000 1639.200000 -14.800000 -0.890000 1653.999996
Midsona B 63 -0.440000 565.110000 -17.890000 -3.070000 582.999984
International Petroleum Corp. 5 -1.310000 566.500000 -28.070000 -4.720000 594.565215
Essity B 2 1.200000 540.800000 -33.200000 -5.780000 574.000000
CTEK 13 -1.790000 500.500000 -33.500000 -6.270000 533.999999
Vivesto 1368 2.420000 567.450000 -45.550000 -7.430000 612.999432
Sampo Oyj SDB 7 0.560000 3801.000000 -49.000000 -1.270000 3850.000000
Essity A 4 1.300000 1088.000000 -61.000000 -5.310000 1149.000000
Fasadgruppen Group 35 1.140000 3731.000000 -80.000000 -2.100000 3810.999990
Beijer Electronics Group 26 3.360000 2875.600000 -95.400000 -3.210000 2971.000006
OX2 18 1.560000 1467.900000 -196.100000 -11.780000 1663.999992
Axfood 13 1.610000 3523.000000 -233.000000 -6.200000 3756.000001
Ovzon 52 -1.680000 2735.200000 -626.800000 -18.640000 3361.999992
TOTAL 46083.480000 -805.090000 -2.36149% 46888.564618

Updated:¶

'2023-01-30 10:36:00.247987'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶